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ORCIDAnnals of Operations Research, Volume 177
Volume 177, Number 1, June 2010
- Suvrajeet Sen, Julia L. Higle:
Preface. 1-2 - Stein W. Wallace:
Stochastic programming and the option of doing it differently. 3-8 - Yuri M. Ermoliev, Tatiana Ermolieva, Guenther Fischer, Marek Makowski
:
Extreme events, discounting and stochastic optimization. 9-19 - José R. Rodríguez-Mancilla:
Living on the edge: how risky is it to operate at the limit of the tolerated risk? 21-45 - Willem K. Klein Haneveld, Matthijs H. Streutker, Maarten H. van der Vlerk:
An ALM model for pension funds using integrated chance constraints. 47-62 - Luis Miguel Rios, Nikolaos V. Sahinidis:
Portfolio optimization for wealth-dependent risk preferences. 63-90 - Lijian Chen, Tito Homem-de-Mello:
Re-solving stochastic programming models for airline revenue management. 91-114 - René Henrion, Werner Römisch:
Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions. 115-125 - Patrizia Beraldi, Maria Elena Bruni:
An exact approach for solving integer problems under probabilistic constraints with random technology matrix. 127-137 - Maarten H. van der Vlerk:
Convex approximations for a class of mixed-integer recourse models. 139-150 - Pascal Van Hentenryck, Russell Bent, Eli Upfal:
Online stochastic optimization under time constraints. 151-183 - Ashraf A. Gouda, Tamás Szántai:
On numerical calculation of probabilities according to Dirichlet distribution. 185-200
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